+322.0%
TSM vs AMC
-71.5%
+393.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.2% |
| 7D | -7.6% | +2.6% | -10.2% | -7.6% |
| 30D | -20.5% | +9.0% | -29.5% | -20.8% |
| 3M | -10.0% | +22.2% | -32.2% | -11.1% |
| 6M | -10.1% | +91.5% | -101.5% | -14.2% |
| YTD | +24.5% | +101.3% | -76.8% | +17.9% |
| 1Y | +31.2% | +20.8% | +10.4% | +27.0% |
| 3Y | +322.0% | -71.3% | +393.3% | +327.5% |
| All | +322.0% | -71.5% | +393.4% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling